| bibtype |
I -
Internal Report
|
| ARLID |
0041559 |
| utime |
20240103182756.8 |
| mtime |
20061002235959.9 |
| title
(primary) (eng) |
Divergences and their applications in sufficiency, deficiency and testing of hypotheses |
| publisher |
| place |
Praha |
| name |
ÚTIA AV ČR |
| pub_time |
2006 |
|
| specification |
|
| edition |
| name |
Interní publikace - DAR - ÚTIA |
| volume_id |
2006/16 |
|
| title
(cze) |
Divergence a jejich využití pro suficientnost, deficientnost a testování hypotéz |
| keyword |
Divergences f probability measures |
| keyword |
sufficiency |
| keyword |
deficiency |
| keyword |
testing of hypotheses |
| author
(primary) |
| ARLID |
cav_un_auth*0015549 |
| name1 |
Liese |
| name2 |
F. |
| country |
DE |
|
| author
|
| ARLID |
cav_un_auth*0101218 |
| name1 |
Vajda |
| name2 |
Igor |
| institution |
UTIA-B |
| share |
50 |
| fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
| COSATI |
12B |
| cas_special |
| project |
| project_id |
IAA1075104 |
| agency |
GA AV ČR |
| ARLID |
cav_un_auth*0001799 |
|
| project |
| project_id |
1M0572 |
| agency |
GA MŠk |
| ARLID |
cav_un_auth*0001814 |
|
| research |
CEZ:AV0Z10750506 |
| abstract
(eng) |
Some known properties of f-divergences of probability measures are derived in a new simpler way, among them the monotonicity and the convergence for increasing sequences of sigma-algebras. New characterization of statistical sufficiency and deficiency (approximate sufficiency) by means of f-divergences is given and rate of the above mentioned converegnce is evaluated for some of these divergences. Results are applied in testing statistical hypotheses. |
| abstract
(cze) |
Některé známé vlastnsti f-divergencí pravděpodobnostních měr, jako je monotónnost a konvergence pro rostoucí systémy sigma-algeber jsou odvozeny novým jednodušším způsobem. Dále je získána nová charakterizace statistické suficientnosti a deficientnosti (přibližné suficientnosti) pomocí těchto divergencí a také stanovena rychlost výše zmíněné konvergence pro některé z těhto divergencí. Výsledky se aplikují na testování statistických hypotéz. |
| reportyear |
2007 |
| RIV |
BD |
| permalink |
http://hdl.handle.net/11104/0135000 |
| arlyear |
2006 |
| mrcbU10 |
2006 |
| mrcbU10 |
Praha ÚTIA AV ČR |
|